-29.4%
ETHA vs ACI
-31.8%
+2.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +27.9% | +5.9% | +22.0% | +28.0% |
| 3M | +38.3% | -19.8% | +58.1% | +37.3% |
| 6M | +14.0% | -24.7% | +38.7% | +13.0% |
| YTD | -17.4% | -24.4% | +7.0% | -18.5% |
| 1Y | -42.7% | -31.5% | -11.2% | -42.5% |
| All | -29.4% | -31.8% | +2.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling